The first levels in general are by far the fastest to gain but not always the easiest. The world is set up nicely so that right outside of your starting city should be easy monsters to vanquish. Don't stray to far from this area until you have gained some life; all starting characters are very critical in this area.

Regain your life after each fight. This is very important and relatively easy for a low level character. After each fight run back to the guards or close to the entrance of your city, and sit to recover your hit points, and your magic, if you have it.

Don't be afraid to run. If you see your life going down faster than your enemies, it might be smarter for you to run towards the nearest guard. They will vanquish whatever foe you are attacking in one hit, then sit and rest and try, try again.

Loot and save anything off of the corpses. At this early stage work on saving everything off of corpses, and selling them often to start gaining some money. Stackable items are good, and figure out which kind give stackable to keep from having to run back and forth to merchants as often. For example, giant rats and bats are good because they both usually have stackable items, rat whiskers and bat wings, respectively.

Make sure you know where you are. An important thing to also learn at this early stage is all the locations of important buildings, and just the general landscape of the area your fighting in, so that if you die, you can find your body relatively easy.

Don't leave the area until you reach at least level 3. I think this is a good rule, by level 3 you should have enough hit points to stray but not before.

Recover your corpse quickly if you have important items. If you are under level 5 your corpses disappear much quicker than if you are above that so be sure and go straight for your corpse if you get killed.